-31.2%
RGTI vs CSGP
+1.0%
-32.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -7.0% |
| 7D | +9.6% | -3.2% | +12.8% | +8.7% |
| 30D | -13.4% | +2.2% | -15.6% | -13.8% |
| 3M | -31.2% | -3.7% | -27.5% | -32.0% |
| All | -31.2% | +1.0% | -32.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling